Monte Carlo and Quasi-Monte Carlo Methods, Cools

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
Рейтинг:
Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."

Автор: Gobet
Название: Monte-Carlo Methods & Stochastic Pr
ISBN: 1498746225 ISBN-13(EAN): 9781498746229
Издательство: Taylor&Francis
Рейтинг:
Цена: 91860.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Developed from the author's course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method.

The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numerical integration and computation of expectation, simulation of complex distributions, and stochastic optimization. The remainder of the text is organized in three parts of progressive difficulty. The first part presents basic tools for stochastic simulation and analysis of algorithm convergence. The second part describes Monte-Carlo methods for the simulation of stochastic differential equations. The final part discusses the simulation of non-linear dynamics.

Автор: Vassiliev
Название: Monte Carlo Methods for Radiation Transport
ISBN: 331944140X ISBN-13(EAN): 9783319441405
Издательство: Springer
Рейтинг:
Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a guide to the use of Monte Carlo techniques in radiation transport. This topic is of great interest for medical physicists. Praised as a 'gold standard' for accurate radiotherapy dose calculations, Monte Carlo has stimulated a high level of research activity that has produced thousands of papers within the past few years. The book is designed primarily to address the needs of an academically inclined medical physicist who wishes to learn the technique, as well as experienced users of standard Monte Carlo codes who wish to gain insight into the underlying mathematics of Monte Carlo algorithms. The book focuses on the fundamentals—giving full attention to and explaining the very basic concepts. It also includes advanced topics and covers recent advances such as transport of charged particles in magnetic fields and the grid-based solvers of the Boltzmann equation.

Автор: Pareschi Lorenzo, Toscani Giuseppe
Название: Interacting Multiagent Systems: Kinetic Equations and Monte Carlo Methods
ISBN: 0199655464 ISBN-13(EAN): 9780199655465
Издательство: Oxford Academ
Рейтинг:
Цена: 97150.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Mathematical modelling of systems constituted by many agents using kinetic theory is a new tool that has proved effective in predicting the emergence of collective behaviours and self-organization. This idea has been applied by the authors to various problems which range from sociology to economics and life sciences.

Автор: Brandimarte P
Название: Handbook in Monte Carlo Simulation
ISBN: 0470531118 ISBN-13(EAN): 9780470531112
Издательство: Wiley
Рейтинг:
Цена: 136170.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics.

Автор: Kroese
Название: Handbook for Monte Carlo Methods
ISBN: 0470177934 ISBN-13(EAN): 9780470177938
Издательство: Wiley
Рейтинг:
Цена: 152010.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found in engineering and finance are solved through Monte Carlo methods.